+20.2%
SGOV vs KR
+57.9%
-37.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | 0.0% |
| 7D | +0.1% | +4.0% | -3.9% | +0.1% |
| 30D | +0.3% | +7.4% | -7.2% | +0.3% |
| 3M | +0.9% | -5.2% | +6.2% | +0.9% |
| 6M | +1.8% | -18.5% | +20.3% | +1.8% |
| YTD | +2.5% | -0.8% | +3.4% | +2.6% |
| 1Y | +3.8% | -8.8% | +12.5% | +3.8% |
| 3Y | +14.3% | +42.2% | -27.9% | +14.3% |
| 5Y | +20.2% | +62.5% | -42.3% | +20.2% |
| All | +20.2% | +57.9% | -37.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling